+163.8%
MPC vs SNAP
-53.8%
+217.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -1.1% |
| 7D | -16.2% | -7.1% | -9.1% | -15.9% |
| 30D | -15.7% | -14.6% | -1.1% | -15.0% |
| 3M | +24.9% | -5.0% | +29.9% | +24.8% |
| 6M | +52.7% | -18.8% | +71.5% | +53.9% |
| YTD | +131.9% | -38.5% | +170.4% | +139.5% |
| 1Y | +96.6% | -38.1% | +134.7% | +102.8% |
| 3Y | +163.8% | -53.8% | +217.6% | +137.2% |
| All | +163.8% | -53.8% | +217.6% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling